+14.6%
XRT vs MSCI
+14.2%
+0.4%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.5% | -1.2% |
| 7D | +0.9% | +2.8% | -1.9% | +0.4% |
| 30D | +7.9% | +15.4% | -7.5% | +5.1% |
| 3M | -0.2% | +13.4% | -13.6% | -2.5% |
| 6M | +5.6% | +10.9% | -5.3% | +2.9% |
| YTD | +5.7% | +13.0% | -7.3% | +1.5% |
| 1Y | +14.6% | +12.0% | +2.6% | +13.7% |
| All | +14.6% | +14.2% | +0.4% | +13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded MSCI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling